Thanks for the report, raggidimin!
I'm 99% sure that what happened is that you gained Den of Sin onto your deck, because that is what Develop says:
Trash a card from your hand. Gain two cards onto your deck, with one costing exactly $1 more than it, and one costing exactly $1 less than it, in either order.
The rule is that a gain, without any qualification, is from the supply to the discard pile. Various cards do give qualifications when they describe a gain effect they do: cards like Treasurer gain from the trash, cards like Artisan gain to the Hand, and there are cards like Graverobber that change both the source of the gain (from trash) and the destination (to deck).
Cards like Den of Sin (and similar cards from Nocturne) work differently, because they affect their own gaining. They are gained to what they say on the card (Hand for Den of Sin), in case the gaining effect doesn't specify where it is gained to.
But as the above card text shows, Develop does say where the card it gains go to, and the rule is that what the gaining effect says takes precedence.